CME Now Streaming Volatility Indices
Posted by Colin Lambert. Last updated: August 9, 2022
CME Group has started real-time streaming of its suite of volatility indices (CVOL), allowing investors to keep an up to the minute pulse on what nearly every major market is signalling about future risk.
Currently, streaming CVOL is accessible from CME Group via its website (15-minutes delayed) and in real-time by users of CME Direct. Additional real-time accessibility via CME Group’s market data channel, Google cloud platform and authorised data vendors will be available soon, the exchange adds.
Based on CME Group’s options markets, CVOL tracks and measures implied volatility derived from real-time options prices across 27 futures products and six aggregate markets.
“In today’s uncertain global economy, the ability to track volatility across multiple asset classes has never been more important so we are pleased to make our CVOL indexes available in real-time,” says Derek Sammann, global head of commodities, options and international markets at CME Group. “CVOL is a powerful tool to provide indicators across the widest range of global benchmarks, from interest rates to currencies and commodities, enabling traders and analysts to better gauge the market’s risk expectations. This is the latest example of how our market-leading, multi-asset class options market can provide enhanced tools and resources to help clients manage their ever-changing risk profiles.”